External module "ql/termstructures/volatility/equityfx/hestonblackvolsurface"

blackValue

• blackValue(optionType: Type, strike: Real, forward: Real, maturity: Real, vol: Volatility, discount: Real, npv: Real): Real

• Parameters

  • optionType: Type

  • strike: Real

  • forward: Real

  • maturity: Real

  • vol: Volatility

  • discount: Real

  • npv: Real

  Returns Real